Business Analyst - Credit Risk - Big 4

Business Analyst - Credit Risk - Big 4

We are hiring for One of the Big 4.

Role : Sr. Consultant/Manager

Responsibilities :

1. BA in Banking domain

2. Functional knowledge on the below:

- Basel 3

- Capital Requirements defined under Basel 3

- Credit Risk

- Computation Approaches of Credit Risk RWA

- Standardized and IRB (F-IRB and A-IRB) difference among the three

- Terminologies in Credit Risk for instance EAD, RWA, PD, LGD, headroom and CCF

3. Have supported stakeholders through UAT/Knowledge of Testing

4. SQL and comfortable with Analysis in Excel

Preferrable:

1. Has worked in APRA regulation in the above specified functional areas

2. Has experience in Moody's Credit Risk Engine (BCRS/ICE/RAy(Risk Authority))

3. Has Agile experience